December Bank Participation Report Options IN CONTRACT

  REPORT DATE: 12/3/2024
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   9,800 1.4 5,601 0.8 706,824 2,200 0.5 5,006 1.1 473,669
NON U.S.   2,890 0.4 3,426 0.5   502 0.1 4,929 1.0  
  5 12,690 1.8 9,027 1.3   2,702 0.6 9,935 2.1  
CBT SOYBEANS U.S.   4,085 1.3 2,000 0.6 322,372 3,078 0.6 4,273 0.8 526,142
NON U.S.   415 0.1 3,233 1.0   7,419 1.4 9,509 1.8  
  6 4,500 1.4 5,233 1.6   10,497 2.0 13,782 2.6  
CBT UST BOND U.S. 4 15,279 3.6 16,374 3.9 419,436 20,792 6.4 10,820 3.3 324,288
NON U.S. 7 18,276 4.4 16,590 4.0   13,022 4.0 8,359 2.6  
  11 33,555 8.0 32,964 7.9   33,814 10.4 19,179 5.9  
NYME NY HARBOR ULSD U.S.   3,110 12.6 2,195 8.9 24,775 650 7.4 1,100 12.5 8,780
NON U.S.   1,547 6.2 995 4.0   425 4.8 487 5.5  
  7 4,657 18.8 3,190 12.9   1,075 12.2 1,587 18.1  
NYME HEATING OIL AVG PRICE OPTIONS U.S.   1,453 6.7 6,681 30.7 21,729 5,175 44.1 79 0.7 11,743
NON U.S.   1,171 5.4 787 3.6   375 3.2 415 3.5  
  5 2,624 12.1 7,468 34.4   5,550 47.3 494 4.2  
IFED NAT GAS ICE PEN U.S.   1,166,685 15.3 1,214,391 15.9 7,647,903 1,113,380 14.9 1,231,780 16.5 7,471,927
NON U.S.   96,759 1.3 215,779 2.8   163,940 2.2 103,799 1.4  
  9 1,263,444 16.5 1,430,170 18.7   1,277,320 17.1 1,335,579 17.9  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 209,311 9.9 317,545 15.0 2,113,694 222,878 12.7 165,981 9.4 1,759,481
NON U.S. 7 78,443 3.7 188,991 8.9   138,893 7.9 48,517 2.8  
  11 287,754 13.6 506,536 24.0   361,771 20.6 214,498 12.2  
NYME HENRY HUB LAST DAY FIN U.S.   1,955 2.3 5,351 6.4 83,445 5,361 7.9 2,065 3.0 67,816
NON U.S.   39,775 47.7 26,296 31.5   14,444 21.3 37,576 55.4  
  9 41,730 50.0 31,647 37.9   19,805 29.2 39,641 58.5  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   0 0.0 1,260 14.6 8,644 0 0.0 0 0.0 300
NON U.S.   320 3.7 0 0.0   80 26.7 0 0.0  
  5 320 3.7 1,260 14.6   80 26.7 0 0.0  
CBT UST 2Y NOTE U.S.   0 0.0 0 0.0 82,333 500 0.5 500 0.5 96,325
NON U.S.   3,338 4.1 200 0.2   1,100 1.1 5 0.0  
  5 3,338 4.1 200 0.2   1,600 1.7 505 0.5  
CBT UST 10Y NOTE U.S. 4 19,641 1.4 69,812 5.1 1,377,278 66,480 4.0 69,420 4.2 1,654,849
NON U.S. 17 69,392 5.0 67,697 4.9   117,932 7.1 113,202 6.8  
  21 89,033 6.5 137,509 10.0   184,412 11.1 182,622 11.0  
CBT UST 5Y NOTE U.S. 6 15,910 3.9 5,546 1.4 405,419 17,828 3.3 6,328 1.2 532,679
NON U.S. 10 9,543 2.4 20,326 5.0   12,493 2.3 10,986 2.1  
  16 25,453 6.3 25,872 6.4   30,321 5.7 17,314 3.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   8,980 3.0 35,715 12.0 297,905 26,510 7.4 9,757 2.7 358,008
NON U.S.   13,625 4.6 9,200 3.1   7,400 2.1 20,100 5.6  
  5 22,605 7.6 44,915 15.1   33,910 9.5 29,857 8.3  
NYME WTI-PHYSICAL U.S.   37,276 3.5 66,766 6.2 1,071,046 65,643 7.0 15,807 1.7 938,014
NON U.S.   50,767 4.7 62,883 5.9   64,159 6.8 40,204 4.3  
  14 88,043 8.2 129,649 12.1   129,802 13.8 56,011 6.0  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 7,566 5.5 21,394 15.5 137,631 24,733 18.1 7,522 5.5 136,897
NON U.S. 7 5,942 4.3 54,283 39.4   56,209 41.1 13,121 9.6  
  11 13,508 9.8 75,677 55.0   80,942 59.1 20,643 15.1  
NYME PLATINUM U.S.   7,235 20.1 4,800 13.3 36,015 499 3.3 4,694 31.4 14,964
NON U.S.   900 2.5 1,950 5.4   500 3.3 3,450 23.1  
  5 8,135 22.6 6,750 18.7   999 6.7 8,144 54.4  
ICUS SUGAR NO. 11 U.S.   7,614 2.3 10,694 3.2 333,177 4,300 1.8 12,980 5.5 236,440
NON U.S.   919 0.3 2,240 0.7   1,457 0.6 2,438 1.0  
  7 8,533 2.6 12,934 3.9   5,757 2.4 15,418 6.5  
ICUS COFFEE C U.S.   625 0.6 375 0.4 96,650 200 0.2 625 0.7 86,612
NON U.S.   50 0.1 116 0.1   2,176 2.5 20 0.0  
  7 675 0.7 491 0.5   2,376 2.7 645 0.7  
CMX SILVER U.S.   8,883 10.5 6,863 8.1 84,467 1,525 3.5 4,501 10.5 43,029
NON U.S.   1,960 2.3 1,965 2.3   1,291 3.0 2,378 5.5  
  7 10,843 12.8 8,828 10.5   2,816 6.5 6,879 16.0  
CMX COPPER- #1 U.S.   6,261 8.0 6,724 8.6 77,976 8,205 13.5 1,921 3.2 60,649
NON U.S.   0 0.0 299 0.4   150 0.2 444 0.7  
  5 6,261 8.0 7,023 9.0   8,355 13.8 2,365 3.9  
CMX GOLD U.S. 4 81,954 14.3 85,563 15.0 571,941 18,593 5.2 33,441 9.4 354,318
NON U.S. 11 23,210 4.1 26,034 4.6   22,264 6.3 23,066 6.5  
  15 105,164 18.4 111,597 19.5   40,857 11.5 56,507 15.9  
CME EURO FX U.S.   1 0.0 0 0.0 191,194 800 0.4 0 0.0 207,221
NON U.S.   1,182 0.6 1,325 0.7   1,311 0.6 3,465 1.7  
  6 1,183 0.6 1,325 0.7   2,111 1.0 3,465 1.7  
CME SOFR-3M U.S. 10 830,049 4.6 603,891 3.4 18,001,309 705,667 3.2 551,672 2.5 22,189,571
NON U.S. 34 458,926 2.5 569,624 3.2   523,974 2.4 362,176 1.6  
  44 1,288,975 7.2 1,173,515 6.5   1,229,641 5.5 913,848 4.1  
CME E-MINI S&P 500 U.S.   187 0.0 0 0.0 1,542,042 0 0.0 0 0.0 4,586,885
NON U.S.   27,099 1.8 16,596 1.1   35,834 0.8 40,914 0.9  
  9 27,286 1.8 16,596 1.1   35,834 0.8 40,914 0.9